Durbin–Watson statistic and random individual effects

Citation:

Anatolyev, Stanislav (2002) "Durbin–Watson statistic and random individual effects", Econometric Theory, Vol. 18, No. 5, Problem 02.5.1, pp. 1273–1274

Anatolyev, Stanislav (2003) "Durbin–Watson statistic and random individual effects", Econometric Theory, Vol. 19, No. 5, Solution 02.5.2, pp. 882–883

Paper in RePEc:

Econometric Theory, Problems and Solutions

Problem and solution in accepted version:

ProblemDW.pdf